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The contextual bandit problem is a theoretically justified framework with wide applications in various fields. While the previous study on this problem usually requires independence between noise and contexts, our work considers a more…

Machine Learning · Computer Science 2022-09-08 Xueping Gong , Jiheng Zhang

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

Statistics Theory · Mathematics 2009-08-25 Ao Yuan

A reduced-bias nonparametric estimator of the cumulative distribution function (CDF) and the survival function is proposed using infinite-order kernels. Fourier transform theory on generalized functions is utilized to obtain the improved…

Methodology · Statistics 2009-03-18 Arthur Berg , Dimitris N. Politis

Innovation is the direct intended product of certain styles in research, but not of others. Fundamental conflicts between descriptive vs inferential statistics, deductive vs inductive hypothesis testing, and exploratory vs pre-planned…

Applications · Statistics 2014-11-05 Scott E. Kern

The computational complexity of reasoning within the Dempster-Shafer theory of evidence is one of the main points of criticism this formalism has to face. To overcome this difficulty various approximation algorithms have been suggested that…

Artificial Intelligence · Computer Science 2013-02-18 Mathias Bauer

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez

This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…

Data Structures and Algorithms · Computer Science 2020-11-20 Yuval Emek , Shay Kutten , Yangguang Shi

The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

High-dimensional multinomial regression models are very useful in practice but have received less research attention than logistic regression models, especially from the perspective of statistical inference. In this work, we analyze the…

Methodology · Statistics 2025-04-18 Ye Tian , Henry Rusinek , Arjun V. Masurkar , Yang Feng

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…

Econometrics · Economics 2021-10-05 Charles F. Manski

It is generally appreciated that a frequentist analysis of a group sequential trial must in order to avoid inflating type I error account for the fact that one or more interim analyses were performed. It is also to a lesser extent realised…

Methodology · Statistics 2025-12-12 Simon Bang Kristensen , Erik Thorlund Parner

Posterior probabilistic statistical inference without priors is an important but so far elusive goal. Fisher's fiducial inference, Dempster-Shafer theory of belief functions, and Bayesian inference with default priors are attempts to…

Statistics Theory · Mathematics 2013-03-26 Ryan Martin , Chuanhai Liu

Ambiguity-averse decision makers typically dislike not only the presence of ambiguous events but also their increase, contrary to what standard ambiguity models predict. We axiomatically study such a decision maker. She avoids ex ante…

Theoretical Economics · Economics 2026-05-25 Yutaro Akita , Kensei Nakamura

The question whether indeterminism in quantum measurement outcomes is fundamental or is there a possibility of constructing a finer theory underlying quantum mechanics that allows no such indeterminism, has been debated for a long time. We…

This paper considers the implicit Euler discretization of Levant's arbitrary order robust exact differentiator in presence of sampled measurements. Existing implicit discretizations of that differentiator are shown to exhibit either…

Numerical Analysis · Mathematics 2024-08-02 Richard Seeber

Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…

Statistics Theory · Mathematics 2022-10-24 Harlan Campbell , Paul Gustafson

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

Deterministic models are approximations of reality that are easy to interpret and often easier to build than stochastic alternatives. Unfortunately, as nature is capricious, observational data can never be fully explained by deterministic…

Machine Learning · Computer Science 2020-03-31 Andrew Warrington , Saeid Naderiparizi , Frank Wood

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas
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